Instance vs Type version

This package relies heavily on the types and methods defined in Distributions.jl e.g., fit_mle and logpdf. However, it differs slightly by one point: it defines and uses an “instance version” of fit_mle(dist::Distribution, x, args...). For the package to work and be generic, the input dist must be an “instance” i.e., an actual distribution like Normal(0,1) not just the type Normal. For MixtureModels (and ProductDistributions) this is critical to extract the various distributions inside, while the Type version does not (currently) contain such information. Plus, for MixtureModels the dist serves as the initial point of the EM algorithm. For classic distributions, it changes nothing, i.e., fit_mle(Normal(0,1), y) gives the same result as fit_mle(Normal, y).

I opened a PR#1670 in Distributions.jl to include this instance version, but it might not be accepted.

I believe that some packages dealing with complex distributions like Copulas.jl or HMMBase.jl could also use this formulation.